Metal Gear Rising: Revengeance is this trope turned into an entire game. Within the first 20 minutes, Raiden has cut a Ray in half by running down a massive (exploding) clocktower, leaping onto its head, and sliding all the way down its center with his sword. This is all handled seriously.
The final boss is basically a musclebound nanomachine infused US Senator that looks like the love child of Arnold Schwarzanegger and Al Gore.
Most of your party members' efforts to rescue you from Fort Drakon in Dragon Age: Origins, which include among other things Morrigan the contemptuous atheist pretending to be a pious Chantry sister, Zevran scaring the guards into letting him and Oghren in with the threat that Oghren could preform the traditional Dwarven Dance of Death ("lights his pants on fire and everything!"), and Dog pretending to be sick. The version where you break yourself out also involves this if you don't just kill everything you see; you steal a uniform, say you're a new recruit, then go out on a patrol.
Call of Duty: Modern Warfare 2. The entire Russian plot hinges on the idea that nobody would believe that they'd actually launch a large-scale suicide attack against Washington, DC.
In Betrayal At Krondor, most of the story involves a dark elf running around in the Kingdom, which has been warring with his nation since forever. While he does make an effort to keep his telltale pointed ears hidden, as often as not, not being recognised relies on the common folk assuming that anyone with pointed ears walking around openly this deep in their territory must be a light elf and not a dark elf. This is helped by the fact that there are only subtle (read: clothing, complexion, attitude) differences between dark and light elves and most common people couldn't tell one from the other.
In City of Heroes, there is a viable strategy known as "tank stealth" which is the physical embodiment of this. Tanker class PCs in the higher levels can become almost utterly unkillable if they don't stick around to take damage. While stealth porter strategies commonly require that the porter in question not be noticed, a tank can essentially run an entire map full of dangerous enemies, shrug off their fire as he passes them, and teleport the entire team to the objective point. Due to aggro rules, the enemies will most likely not chase the tank as he has yet to lock their aggro on him. Apparently the image of an 8 foot tall block of granite running through your secret underground lair is clearly a hallucination and not a catastrophic breach of security.
In Knights of the Old Republic, after discovering you're really Darth Revan, you can rub this in the face of the universe. Sure, nobody will believe you, but...
And then you come to Lehon, where the Rakata actually recognize you and are upset because last time you were there you told them you needed to get into the Temple of the Ancients so you could destroy the Star Forge. While last time you were lying and took over the Temple and the Star Forge and set out to conquer the galaxy, this time it's (possibly) a reasonably accurate description of your quest. Which you can tell them. ...yeah. They're not inclined to believe you.
For minor dialogue hilarity, name your character Darth Revan to begin with.
When you're trying to get into the Sith academy on Korriban, one of the things you can try is to Jedi Mind Trick the headmaster's apprentice into letting you in. It fails, but it still impresses her that you'd actually dare to try it.
Majora's Mask features a game run by Zoras with the premise of destroying a large number of pots standing in a pattern with a single attack. This can indeed be done in Zora form. Alternatively, you can take Goron form and use a Powder Barrel to simply blow them all up. The Zoras will take it in stride and accept it as a legitimate victory.
In Assassin's Creed, when Thieves steal from people, they openly run up to them and do the deed visibly. No one protests. But when Ezio does it sneakily, the victim can somehow recognise him and try to fight back.
Fridge Brilliance. At no point in the series have you ever played as anyone except Desmond. The entire game world is built from your ancestor's memories. They don't remember what happens to anyone that they weren't directly involved in. So you never see a thief get caught, unless you catch him yourself, which you remember doing through the Animus because your ancestor caught him.
In Nethack, if you pray to your patron god while they are sufficiently angry at you, they'll hit you with a One-Hit KillBolt of Divine Retribution. If you have shock resistance or reflection, you'll survive, but not to be deterred, your god will follow it up with a wide-angle disintegration beam, which is also a One-Hit Kill. It's quite possible to survive that as well, to which your god can only respond, "I believe it not!" and, one imagines, back away slowly and try to forget the whole thing ever happened. And if you're on the Astral Plane, it's a subversion, as the god then summons three minions to kill you the old-fashioned way.
A troper has described some Second Life Griefing situations where he actually got away with it simply because no one could believe someone actually did that:
"...There was one time I'm with my friend by this Sim that happens to look like some kind of suburban town. I notice the apparent hub of this place happens to be a 1950s style diner. now my friend and I look hideously out of place in this town - he's a little Kellashee*
A SL creature that looks like an anthorpomorphic cat with butterfly wings
and I'm an albino meerkat. So I take out my Hoverboard, fly by this diner, take out a Covenant Needler, and SHOT THE PLACE UP. Thankfully, there was no damage in this sim (I would never fire weapons around if it was.) so instead there were bullets flying into the diner, sometimes sticking to peoples' models as they play out a small dinner or sing songs to the karaoke bar. Eventually I hear people laughing on the voice chat saying, 'oh my god did he seriously do that?' or 'what was that?'."
Another time, he describes what he did in a Vampire sim...
"And then one other time, I went into a Vampire Bloodlines sim. I happen to have a gun that fires sunlight at the areas it hits. So anyways, these vampires are human looking, and they walk up to someone who looks like an anthropomorphic crocodile and hideously out of place. They actually stay in character for this. So they start looking over me and are wondering if I'm some kind of strange lycanthrope, and wondering if I could be their thrall. I basically just say, 'Nah', take out that rifle and just fire it at them. Rather than booting me out for firing, they play along with it and proceed to scream 'It burns! It burns!' amongst other cries until it vanishes, then running away because of the severe sunburn they had. Trust me, they were rolling on the floor laughing through the voice chat which in this Sim was apparently for out-of-character stuff."
In one Nancy Drew game the culprits commit a crime so bizarre and specific, that it takes the police awhile to find out what to charge them with.